Do you get tired of waiting for your USB stick to finish safely ejecting? Maybe you just rip it out when everything has finished copying? Here's why it's not a good idea to just yank out that stick.
Computers can do some obnoxious things when it comes to moving and copying data, when you want it to. One is to delay transfers until there is enough data, to make it worth the trip.
So, while everything might look just fine, the computer could still be sitting on one last little data packet that could cause a corrupt data problem.
By using the formal eject option, you ensure the computer finishes moving everything required.
So be patient; take that extra few seconds to do it the right way. Or understand the risk if you don't!